Pages that link to "Item:Q1412165"

The following pages link to Optimization of cardinality constrained portfolios with a hybrid local search algorithm (Q1412165):

Displaying 30 items.

• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
• Portfolio selection using neural networks (Q856694) (← links)
• Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
• Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
• Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
• Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
• A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making (Q2393343) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
• Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
• Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
• Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization (Q5888387) (← links)
• A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making (Q6160426) (← links)